Myoelectric prosthetic hand is an electric prosthetic hand that is controlled by distinguishing the movements using electromyogram signals, which is called myoelectricity and is recorded from the muscles. Myoelectric prosthetic hand is operated freely by will of the user, because it is made to improve the kinetic functions of hands. However, there is a flaw that there are no senses. In nonhandicapped persons, the confirmation of the state of the thing that a person is holding is a role of the senses. Therefore, the myoelectric prosthetic hand that cannot obtain tactile sense places an additional burden on the user because a user must only control with the visual feedback and hold the object by watching the myoelectric prosthetic hand. For this reason, study of sensory feedback devices conveying tactile information of the myoelectric prosthetic hand to a user has been conducted before. However, such devices cannot be used for practical applications yet. Under these circumstances, various methods have been purposed as the method to convey senses to human. In the previous study, such a sensory feedback (hereafter, FB device) that is small and has the safety mechanism to reduce the user’s load has been developed. The FB device is worn to the upper arm of the user and conveys the holding power of the prosthetic hand by winding a belt onto upper arm using a motor. Contacts with objects are detected with a pressure sensor installed in the fingertip of the prosthetic hand, and differences in object hardness are expressed by changing the speed of tightening the belt. However, in the control system, there was a problem that the object hardness expressed by the FB device has only three phases, hard object, soft object, and medium object, because the object hardness is conveyed in stages by changing the desired value of the controller. Accordingly, the purpose of this study is to improve the control system of the FB device to express the hardness of various objects by enabling continuous handling of object hardness. Specifically, reference input signal providing the winding speed of the belt corresponding to hardness is generated from the hardness of the grasped object calculated from the measured value by a sensor installed in the fingertip of the prosthetic hands. Moreover, human arm has uncertainties such as nonlinearity because there is an individual difference such as deformation volume and hardness. Accordingly, the motor of the FB device is controlled to track the reference input by using the self-tuning PID controller in which PID gain is adjusted by successively calculating each gain in the system depending on the control object condition. Thus, the belt of the FB device is wound by the motor and tightens the user’s upper arm, so that the user can feel a tactile sense. Finally, confirmation tests are conducted based on psychophysical method to verify an effectiveness of the proposed control system for the FB device. As a result, the difference threshold of the sensory feedback device, 0.594 N/mm was obtained.